PFE cadeia de opções Pfizer Inc.
Cboe delayed options data · em 15:36 UTC
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±3.7% (27.64–29.77) · IV ATM 22.3% · P/C open interest 0.95
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 13.40 | 13.85 | 10 | 1.00 | 0.0011 | 0.000 | 15 | 0 | 0.0400 | 1,602 | 137.9% | -0.00 | 0.0011 | -0.002 | |||
| 11.40 | 12.35 | 10 | 156.2% | 1.00 | 0.0019 | 0.000 | 17 | 0 | 0.0200 | 845 | 113.5% | -0.00 | 0.0019 | -0.002 | ||
| 10.40 | 11.35 | 19 | 141.2% | 0.99 | 0.0026 | 0.000 | 18 | 0 | 0.0200 | 4,836 | 93.9% | -0.00 | 0.0026 | -0.002 | ||
| 9.40 | 10.35 | 1 | 127.0% | 0.99 | 0.0034 | 0.000 | 19 | 0 | 0.0200 | 563 | 84.0% | -0.01 | 0.0034 | -0.002 | ||
| 8.40 | 9.35 | 308 | 113.4% | 0.99 | 0.0046 | 0.000 | 20 | 0 | 0.0200 | 15.8K | 74.5% | -0.01 | 0.0046 | -0.003 | ||
| 7.40 | 7.90 | 10 | 0.99 | 0.0062 | 0.000 | 21 | 0 | 0.0200 | 4,153 | 65.4% | -0.01 | 0.0062 | -0.003 | |||
| 6.40 | 7.35 | 518 | 87.9% | 0.99 | 0.0086 | 0.000 | 22 | 0 | 0.0200 | 39.1K | 56.7% | -0.01 | 0.0086 | -0.003 | ||
| 5.90 | 6.85 | 81.8% | 0.99 | 0.0102 | -0.000 | 22.5 | 0 | 0.0200 | 52.5% | -0.01 | 0.0102 | -0.003 | ||||
| 5.70 | 5.85 | 109 | 1,604 | 57.1% | 0.99 | 0.0121 | -0.001 | 23 | 0 | 0.0200 | 13.5K | 48.3% | -0.01 | 0.0121 | -0.003 | |
| 4.90 | 5.85 | 69.8% | 0.98 | 0.0145 | -0.001 | 23.5 | 0 | 0.0400 | 48.7% | -0.02 | 0.0146 | -0.003 | ||||
| 4.70 | 4.90 | 15 | 6,573 | 52.8% | 0.98 | 0.0176 | -0.001 | 24 | 0 | 0.0200 | 1 | 32.4K | 44.3% | -0.02 | 0.0177 | -0.004 |
| 4.15 | 4.75 | 5 | 65.8% | 0.98 | 0.0218 | -0.001 | 24.5 | 0 | 0.0400 | 106 | 40.0% | -0.02 | 0.0219 | -0.004 | ||
| 3.70 | 3.85 | 27 | 26.8K | 37.5% | 0.98 | 0.0277 | -0.002 | 25 | 0.0100 | 0.0300 | 73 | 47.5K | 35.6% | -0.02 | 0.0278 | -0.004 |
| 3.10 | 3.40 | 2 | 13 | 21.5% | 0.97 | 0.0368 | -0.002 | 25.5 | 0 | 0.0400 | 11 | 31.3% | -0.03 | 0.0370 | -0.004 | |
| 2.72 | 2.85 | 116 | 33.5K | 30.1% | 0.96 | 0.0524 | -0.003 | 26 | 0.0200 | 0.0400 | 22 | 12.6K | 29.1% | -0.04 | 0.0527 | -0.005 |
| 2.13 | 2.41 | 5 | 107 | 22.5% | 0.94 | 0.0795 | -0.005 | 26.5 | 0.0300 | 0.0600 | 3 | 185 | 26.8% | -0.06 | 0.0801 | -0.006 |
| 1.79 | 1.90 | 315 | 33.0K | 26.7% | 0.90 | 0.1232 | -0.008 | 27 | 0.0700 | 0.0800 | 117 | 51.6K | 25.1% | -0.10 | 0.1242 | -0.009 |
| 1.36 | 1.44 | 115 | 150 | 24.7% | 0.83 | 0.1836 | -0.011 | 27.5 | 0.1200 | 0.1400 | 78 | 2,015 | 23.6% | -0.17 | 0.1854 | -0.012 |
| 0.9600 | 1.04 | 186 | 71.9K | 23.5% | 0.72 | 0.2502 | -0.014 | 28 | 0.2100 | 0.2500 | 610 | 75.0K | 22.6% | -0.28 | 0.2530 | -0.015 |
| 0.6300 | 0.7000 | 48 | 4,025 | 22.7% | 0.59 | 0.2991 | -0.017 | 28.5 | 0.3700 | 0.4200 | 464 | 1,691 | 21.9% | -0.42 | 0.3031 | -0.017 |
| 0.3900 | 0.4400 | 425 | 36.1K | 22.5% | 0.43 | 0.3052 | -0.017 | 29 | 0.6100 | 0.6700 | 220 | 505 | 21.4% | -0.57 | 0.3106 | -0.017 |
| 0.2200 | 0.2600 | 25 | 2,269 | 22.4% | 0.29 | 0.2655 | -0.015 | 29.5 | 0.9500 | 1.05 | 60 | 102 | 22.8% | -0.72 | 0.2716 | -0.015 |
| 0.1200 | 0.1400 | 1,162 | 42.4K | 22.5% | 0.19 | 0.2019 | -0.012 | 30 | 1.33 | 1.56 | 81 | 26.1% | -0.82 | 0.2072 | -0.011 | |
| 0.0600 | 0.1000 | 1 | 326 | 23.9% | 0.12 | 0.1409 | -0.009 | 30.5 | 1.76 | 1.94 | 2 | 24.7% | -0.90 | 0.1465 | -0.008 | |
| 0.0300 | 0.0600 | 59 | 21.2K | 24.7% | 0.07 | 0.0951 | -0.006 | 31 | 2.02 | 2.59 | 51 | 23.5% | -0.94 | 0.1124 | -0.006 | |
| 0.0200 | 0.0300 | 46 | 37.8K | 29.0% | 0.03 | 0.0451 | -0.004 | 32 | 3.20 | 3.55 | 2 | 34 | 40.5% | -0.99 | 0.0476 | -0.007 |
| 0 | 0.0300 | 3,569 | 32.9% | 0.02 | 0.0248 | -0.003 | 33 | 3.70 | 4.65 | 4 | -1.00 | 0.0123 | -0.009 | |||
| 0 | 0.0400 | 1,153 | 40.5% | 0.01 | 0.0158 | -0.002 | 34 | 4.70 | 5.65 | 10 | -1.00 | 0.0034 | -0.010 | |||
| 0 | 0.0100 | 5 | 4,240 | 38.7% | 0.01 | 0.0113 | -0.002 | 35 | 5.70 | 6.60 | 373 | -1.00 | 0.0014 | -0.011 | ||
| 0 | 0.0400 | 205 | 51.7% | 0.01 | 0.0086 | -0.002 | 36 | 6.70 | 7.65 | -1.00 | 0.0005 | -0.011 | ||||
| 0 | 0.0300 | 1 | 835 | 54.8% | 0.01 | 0.0069 | -0.002 | 37 | 7.95 | 8.40 | -1.00 | 0.0001 | -0.011 | |||
| 0 | 0.0300 | 108 | 59.7% | 0.01 | 0.0056 | -0.002 | 38 | 8.70 | 9.65 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0200 | 15 | 61.4% | 0.01 | 0.0047 | -0.002 | 39 | 9.70 | 10.65 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0200 | 431 | 65.8% | 0.01 | 0.0040 | -0.002 | 40 | 10.70 | 11.65 | 2 | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.0100 | 161 | 65.0% | 0.00 | 0.0035 | -0.001 | 41 | 11.70 | 12.65 | -1.00 | 0.0000 | -0.011 | ||||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Sep 18, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.
callsputs